Tick Data Archive
Tick-level archive — one file per trading session (cut at 21:00 UTC).
L1 = every field from the live stream;
L1 Compact = 13 core fields from DTN;
L2 = top-10 price-level book per change (price, size, order count).
The Databento tapes are reduced NDJSON (session cut at 17:00 ET,
each day shipped as a full-session file plus an RTH-only slice):
Matched = live, trades interleaved with the top-10 book;
Compact = historic DTN pull, trade lines only
(IQFeed has no market-depth history).